+53.1%
RGTI vs ZCMD
-100.0%
+153.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -0.1% | -2.0% | +1.9% | -0.1% |
| 30D | -16.2% | -19.8% | +3.6% | -15.8% |
| 3M | -22.0% | -62.1% | +40.0% | -23.8% |
| 6M | -10.8% | -99.5% | +88.7% | -1.4% |
| YTD | -31.6% | -99.7% | +68.2% | -21.6% |
| 1Y | -6.4% | -99.9% | +93.5% | +11.6% |
| 3Y | +665.7% | -100.0% | +765.6% | +916.8% |
| 5Y | +55.6% | -100.0% | +155.6% | +115.8% |
| All | +53.1% | -100.0% | +153.1% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling